SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]
Entropy (Basel)Mao W, Liu P, Huang J.
europepmc +1 more source
Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]
Entropy (Basel), 2022 Sheng Y, Ma D.
europepmc +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]
Sci RepSarathkumar TV +5 more
europepmc +1 more source
Arbitrage Pricing Theory Applied to the Chilean Stock Market
, 2011 Werner Kristjanpoller, Mauricio Morales
openalex +1 more source
Arbitrage Price Theory (APT) and Karachi Stock Exchange (KSE) [PDF]
, 2012 Sulaiman D. Muhammad +3 more
openalex
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Factors affecting the maximum outcome payments of social impact bonds. [PDF]
PLoS OneWang H, Chao N, Chen J, Chen M, Fu T.
europepmc +1 more source
Export controls and the energy transition: Aligning security and sustainability
Review of European, Comparative &International Environmental Law, EarlyView.Abstract This article examines how the accelerating use of export controls, once motivated by narrow security interests, can now affect the pace and success of the global energy transition. As strategic rivalry intensifies among the US, the EU and China, export controls increasingly target access to critical and emerging technologies such as advanced ...
Olga Hrynkiv
wiley +1 more source